One-sample run tests of symmetry (Q1094040): Difference between revisions

In order to test the null hypothesis that a continuous distribution is symmetric about zero, the absolute values of observations are arranged in ascending order of magnitude. We consider tests based on the runs of the original observations occuring in this ordered sequence. The well known sign test can be regarded as such a test, but it is really a test of the median and not of symmetry. As another example, a one-sample analogue of the Wald-Wolfowitz run test is obtained. It is shown that this test is consistent against a much wider class of non-symmetric alternatives, possibly with the same median.